-52.8%
ACHR vs MAS
+71.5%
-124.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.3% |
| 7D | +14.0% | +3.6% | +10.5% | +11.6% |
| 30D | -5.0% | +23.8% | -28.9% | -17.0% |
| 3M | -24.8% | +14.4% | -39.2% | -30.9% |
| 6M | -27.3% | +19.7% | -47.1% | -36.2% |
| YTD | -37.4% | +36.0% | -73.3% | -50.3% |
| 1Y | -44.3% | +40.4% | -84.6% | -56.8% |
| 3Y | -5.2% | +58.9% | -64.2% | -32.9% |
| 5Y | -20.8% | +44.5% | -65.4% | -45.6% |
| All | -52.8% | +71.5% | -124.3% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling